Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-22 11.304953 12.951631 14.726131 16.777042 19.078465 21.577598 24.493090
2025-06-29 8.768800 10.973018 13.534202 16.715876 20.547051 24.995483 30.534429
2025-07-06 7.066353 9.377050 12.198627 15.872039 20.499594 26.104701 33.373146
2025-07-13 6.298608 8.794625 11.975684 16.285984 21.926582 29.004173 38.495765
2025-07-20 5.675768 8.286582 11.740326 16.584487 23.133704 31.601269 43.283006
2025-07-27 5.045705 7.683761 11.297910 16.532742 23.826543 33.519496 47.241254
2025-08-03 4.475573 7.092783 10.798524 16.329735 24.254724 35.056334 50.712934
2025-08-10 4.053318 6.666551 10.481400 16.335048 24.938740 36.937874 54.705056
2025-08-17 3.730326 6.352501 10.291003 16.491173 25.820778 39.108788 59.170274
2025-08-24 3.401270 5.993174 9.996003 16.456019 26.399382 40.850139 63.075466
2025-08-31 3.087759 5.625898 9.653607 16.312482 26.788482 42.311001 66.611605
2025-09-07 2.864571 5.384944 9.486759 16.421110 27.552055 44.339876 71.049263
2025-09-14 2.725052 5.278842 9.536720 16.889366 28.918610 47.366853 77.166551
2025-09-21 2.477050 4.958546 9.206182 16.711671 29.245338 48.814466 80.940902
2025-09-28 2.150907 4.462334 8.533289 15.906919 28.493855 48.524914 81.980097
2025-10-05 2.052059 4.378795 8.569375 16.307681 29.744198 51.444946 88.171625
2025-10-12 1.946678 4.271832 8.553347 16.611532 30.839495 54.152147 94.118958
2025-10-19 1.800049 4.069004 8.345880 16.557962 31.313561 55.856607 98.500070
2025-10-26 1.647587 3.838762 8.068293 16.355287 31.509845 57.098631 102.157608
2025-11-02 1.534719 3.678952 7.910939 16.360394 32.066343 58.957456 106.896546
2025-11-09 1.448770 3.567670 7.838254 16.516811 32.896587 61.306846 112.536656
2025-11-16 1.348686 3.415396 7.672154 16.481581 33.370659 63.054650 117.209034
2025-11-23 1.245880 3.246363 7.458568 16.337855 33.631397 64.432840 121.285470